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1880s and 90s: Fire!
This was a time of wild development in Coney Island. It was also a time of rampant corruption and cronyism, a time of politics and vice. It was the Wild West, only on the southernmost tip of Brooklyn. This was a time when the power for struggle came to a head, eventually sending the corrupt John Y. McKane off to Sing Sing and paving the way for the Tilyou family to make their mark on Coney Island, which they would by doing such things as starting Steeplechase Park.
This time of rapid growth and change was remarkable not only for how much was being built, but also for how much was being burned down. As fast as iconic buildings would go up, they would soon descend into flames. Some examples of Coney Island institutions that came and went during this time period include: the area "the Gut" which was dubbed "a modern-day Sodom", the West Brighton Hotel, Balmer's Bathing Pavilion, a block of buildings by the West End Railroad Station, a ferris wheel, the Post Office, the Iron Piers Hotel, the Elephant Hotel, Henderson's Bath House, Felton's Casino. This is just a partial list. The point is that, despite the development, the people of Coney Island clearly didn't prioritize fire departments. Unfortunately.
In fact, the destructive fires weren't just limited to this time period. Steeplechase amusement park, Dreamland, and Luna Park would all eventually burn to the ground, so that they would only ever exist in the collective imaginations of Brooklynites forever after.